+133.5%
C vs XLY
+28.1%
+105.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.4% |
| 7D | +0.8% | -1.7% | +2.5% | +1.9% |
| 30D | +0.9% | -4.2% | +5.1% | +3.7% |
| 3M | +1.1% | -2.7% | +3.7% | +2.5% |
| 6M | +28.4% | -0.6% | +29.0% | +28.3% |
| YTD | +20.8% | -5.0% | +25.8% | +24.5% |
| 1Y | +43.4% | -4.1% | +47.5% | +46.7% |
| 3Y | +274.9% | +33.6% | +241.3% | +211.9% |
| All | +133.5% | +28.1% | +105.4% | +79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded XLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling